PortfoliosLab logoPortfoliosLab logo
XLKQ.L vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLKQ.L vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XLKQ.L is traded in GBp, while LYPG.DE is traded in EUR. To make them comparable, the LYPG.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XLKQ.L having a 23.81% return and LYPG.DE slightly higher at 23.96%. Over the past 10 years, XLKQ.L has outperformed LYPG.DE with an annualized return of 27.22%, while LYPG.DE has yielded a comparatively lower 24.94% annualized return.


XLKQ.L

1D
-2.23%
1M
12.27%
YTD
23.81%
6M
21.73%
1Y
53.44%
3Y*
33.18%
5Y*
26.60%
10Y*
27.22%

LYPG.DE

1D
-2.01%
1M
12.71%
YTD
23.96%
6M
22.00%
1Y
51.20%
3Y*
29.08%
5Y*
22.34%
10Y*
24.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLKQ.L vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
23.81%15.76%44.03%51.84%-20.58%36.28%37.93%44.63%0.92%23.56%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
23.96%14.88%34.88%46.22%-24.39%31.72%38.04%43.33%2.03%25.81%

Correlation

The correlation between XLKQ.L and LYPG.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2014

0.88

The correlation between XLKQ.L and LYPG.DE has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XLKQ.L vs. LYPG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLKQ.L
XLKQ.L Risk / Return Rank: 7373
Overall Rank
XLKQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 7878
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 5151
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLKQ.L vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XLKQ.LLYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.46

1.42

+0.04

Calmar ratioReturn relative to maximum drawdown

3.24

3.18

+0.05

Martin ratioReturn relative to average drawdown

8.42

8.21

+0.21

XLKQ.L vs. LYPG.DE - Sharpe Ratio Comparison

The current XLKQ.L Sharpe Ratio is 2.83, which is comparable to the LYPG.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XLKQ.L and LYPG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XLKQ.LLYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

2.60

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.00

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

1.17

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.04

+0.29

Drawdowns

XLKQ.L vs. LYPG.DE - Drawdown Comparison

The maximum XLKQ.L drawdown since its inception was -28.74%, roughly equal to the maximum LYPG.DE drawdown of -28.29%. Use the drawdown chart below to compare losses from any high point for XLKQ.L and LYPG.DE.


Loading charts...

Drawdown Indicators


XLKQ.LLYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.74%

-28.29%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-16.37%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-28.74%

-28.29%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-28.29%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-28.29%

-0.45%

Current Drawdown

Current decline from peak

-2.84%

-2.55%

-0.29%

Average Drawdown

Average peak-to-trough decline

-5.04%

-5.15%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

6.36%

+0.09%

Volatility

XLKQ.L vs. LYPG.DE - Volatility Comparison

The current volatility for Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) is 6.83%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.32%. This indicates that XLKQ.L experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XLKQ.LLYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

7.32%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

14.82%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

20.08%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

22.07%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

21.27%

+0.38%

XLKQ.L vs. LYPG.DE - Expense Ratio Comparison

XLKQ.L has a 0.14% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.


Dividends

XLKQ.L vs. LYPG.DE - Dividend Comparison

Neither XLKQ.L nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XLKQ.L and LYPG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLKQ.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLKQ.L is cheaper with a 0.14% expense ratio, compared with 0.30% for LYPG.DE.

XLKQ.L tracks S&P Select Sector Capped 20% Technology Index, while LYPG.DE tracks MSCI World Information Technology. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.14% for XLKQ.L and 0.30% for LYPG.DE.

Portfolio Optimizer

Find the right allocation for XLKQ.L and LYPG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer